BTC

Table Of Statistics (Daily, Returns)

BTC (N = 2,081)
Mean (sd) 2,080; 0.22 ± 3.94
median (Q1, Q3) 2,080; 0.19 (-1.21, 1.78)
min -37.16954
max 25.24717
Cumulative Return 466.6306
Normally Distributed VaR -6.25452002497649
Non-Normally Distributed VaR -6.05178991592173

Plotting Returns (Daily, Returns)

Table Of Statistics (Daily, Log-Adjusted Returns)

BTC (N = 2,081)
Mean (sd) 2,080; 0.02 ± 0.53
median (Q1, Q3) 2,080; 0.02 (-0.17, 0.24)
min -5.177438
max 3.164626
Cumulative Return 43.11852
Normally Distributed VaR -0.84984475810815
Non-Normally Distributed VaR -0.778928949535227

BTC With Historical Statistics Used to Deterministic Projection of Logarithmic Growth

Simple Price Projection with Geometric Brownian Motion

Multiple Price Projections with Geometric Brownian Motion